It looks clean to me.

uniq could be replaced with a hash if you don't care about order, but one could argue that would make it less clean.

for my $location (@locations) {
   next if $location eq 'HEADING';
        
   my ($country, $state, $city) = split /,/, $location;
   ++$countries{$country};
   ++$states{$state};
   ++$cities{$city};
}

@countries = keys %countries;
@states    = keys %states;
@cities    = keys %cities;
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